More information is available in the article: EvoPortfolio - Research Article
The latest version can be cloned with the following command:
`git clone --recurse-submodules https://github.com/Balbus95/EvoPortfolio.git`Notes to manual installation of my custom DEAP submodule
Use one of the following commands to install the custom DEAP library:
pip install .\deap --use-pep517Or:
pip install ./deapUse the following command to create a virtual environment:
python3 -m venv venvNote: to activate and deactivate the virtual environment, use source env/bin/activate and deactivate on Linux/MacOS, or venv\Scripts\activate and deactivate on Windows.
`pip install -r requirements.txt`To run the main script:
` python evoportfolio.py `In the current version, the script to use is:
` python '.\final hybrid.py' `You can run other scripts in the same way.
-
Run the
loadfile.pyscript to view graphs of the.dumpfiles created by the main script. -
Run
stockToPDF.pyto generate PDFs of the trend graphs for each stock. Modify thePATHCSVFOLDERpath (default:./stock/WEEK) if necessary. PDFs will be saved in thestockToPDF_outfolder.
MINAZIONI, MAXAZIONI= 10, 14 # min and max number of different stocks that a portfolio can hold
BUDG = 1000000 # initial budget of portfolios (USD$)
BOUND_LOW, BOUND_UP = 0, BUDG # min and max number of equal stock that a portfolio can hold
NDIM = len(stockdf) # portfolio size (number of stock's files)
MAXTIME=24 # maximum csv row to read, the row is the date in the csv
ELITEPARAM=0.3 # elite parameter, e.g. 0.3 selects 30% of the popNote: the parameters below are overwritten by the for loop. If you want to change them, edit them in evoportfolio.py.
MU = 100 # population size, number of individuals in the population.
TOURNPARAM= 0.9 # tournament parameter, e.g. 0.9 selects 90% of the pop
SELPARAM= 0.8 # NSGA-II selection parameter, e.g. 0.8 selects 80% of the pop
CXPB = 0.9 # probability of mating each individual at each generation
NGEN = 250 # number of generation of nsga2To change the input and output paths, edit the following parameters in evoportfolio.py and loadfile.py:
# Input - `evoportfolio.py`
PATHCSVFOLDER = "./stock/WEEK/" # path of portfolio stock folder
# Output - `loadfile.py`
PATHLOGBMONFOLDER = "./output/mensile/logbook/" # path where saves monthly `Logb_x` files
PATHGUADMONFOLDER = "./output/mensile/guadagni/" # path where saves monthly `Guad_x` files
PATHLOGBTRIFOLDER = "./output/trimestrale/logbook/" # path where saves monthly `Logb_x` files
PATHGUADTRIFOLDER = "./output/trimestrale/guadagni/" # path where saves trimestral `Guad_x` files